While reading Systematic Trading, I want to learn how you estimate the correlation between subsystems using back-testing and how to deal with unstable correlation. But I cannot find the details about it other than the handcrafted correlation. Is your new book going to cover it? Thanks.

No the new book won't cover it. There are plenty of links to how I do this kind of optimisation from here https://qoppac.blogspot.co.uk/p/systematic-trading-start-here.html Finally I deal with unstable correlations by using all my data, and as much as possible.